Dadun > Depósito Académico > Facultad de Económicas y Empresariales > Departamento de Economía > DA - Economía - Working Papers >
Testing of nonstationarities in the unit circle, long memory processes and the day of the week effects in financial data.
Nonlinearities and fractional integration in the US unemployment rate.
Long run and cyclical strong dependence in macroeconomic time series. Nelson and Plosser revisited.
Fractional integration and structural breaks at unknown periods of time.
Understanding the Relationship between Financial Development and Monetary Policy.